ECBOT 10 Year T-Note Future March 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Feb-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Feb-2010 | 26-Feb-2010 | Change | Change % | Previous Week |  
                        | Open | 118-030 | 118-190 | 0-160 | 0.4% | 117-060 |  
                        | High | 118-215 | 118-305 | 0-090 | 0.2% | 118-305 |  
                        | Low | 118-005 | 118-155 | 0-150 | 0.4% | 117-015 |  
                        | Close | 118-180 | 118-290 | 0-110 | 0.3% | 118-290 |  
                        | Range | 0-210 | 0-150 | -0-060 | -28.6% | 1-290 |  
                        | ATR | 0-204 | 0-200 | -0-004 | -1.9% | 0-000 |  
                        | Volume | 1,610,296 | 1,423,304 | -186,992 | -11.6% | 6,515,388 |  | 
    
| 
        
            | Daily Pivots for day following 26-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-060 | 120-005 | 119-052 |  |  
                | R3 | 119-230 | 119-175 | 119-011 |  |  
                | R2 | 119-080 | 119-080 | 118-318 |  |  
                | R1 | 119-025 | 119-025 | 118-304 | 119-052 |  
                | PP | 118-250 | 118-250 | 118-250 | 118-264 |  
                | S1 | 118-195 | 118-195 | 118-276 | 118-222 |  
                | S2 | 118-100 | 118-100 | 118-262 |  |  
                | S3 | 117-270 | 118-045 | 118-249 |  |  
                | S4 | 117-120 | 117-215 | 118-208 |  |  | 
        
            | Weekly Pivots for week ending 26-Feb-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 124-007 | 123-118 | 119-306 |  |  
                | R3 | 122-037 | 121-148 | 119-138 |  |  
                | R2 | 120-067 | 120-067 | 119-082 |  |  
                | R1 | 119-178 | 119-178 | 119-026 | 119-282 |  
                | PP | 118-097 | 118-097 | 118-097 | 118-149 |  
                | S1 | 117-208 | 117-208 | 118-234 | 117-312 |  
                | S2 | 116-127 | 116-127 | 118-178 |  |  
                | S3 | 114-157 | 115-238 | 118-122 |  |  
                | S4 | 112-187 | 113-268 | 117-274 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 118-305 | 117-015 | 1-290 | 1.6% | 0-186 | 0.5% | 98% | True | False | 1,303,077 |  
                | 10 | 118-305 | 116-285 | 2-020 | 1.7% | 0-198 | 0.5% | 98% | True | False | 1,158,634 |  
                | 20 | 118-305 | 116-285 | 2-020 | 1.7% | 0-203 | 0.5% | 98% | True | False | 1,106,474 |  
                | 40 | 118-305 | 114-285 | 4-020 | 3.4% | 0-198 | 0.5% | 99% | True | False | 940,199 |  
                | 60 | 120-150 | 114-285 | 5-185 | 4.7% | 0-207 | 0.5% | 72% | False | False | 859,851 |  
                | 80 | 120-150 | 114-285 | 5-185 | 4.7% | 0-202 | 0.5% | 72% | False | False | 663,569 |  
                | 100 | 120-150 | 114-285 | 5-185 | 4.7% | 0-204 | 0.5% | 72% | False | False | 531,098 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-302 |  
            | 2.618 | 120-058 |  
            | 1.618 | 119-228 |  
            | 1.000 | 119-135 |  
            | 0.618 | 119-078 |  
            | HIGH | 118-305 |  
            | 0.618 | 118-248 |  
            | 0.500 | 118-230 |  
            | 0.382 | 118-212 |  
            | LOW | 118-155 |  
            | 0.618 | 118-062 |  
            | 1.000 | 118-005 |  
            | 1.618 | 117-232 |  
            | 2.618 | 117-082 |  
            | 4.250 | 116-158 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Feb-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 118-270 | 118-237 |  
                                | PP | 118-250 | 118-183 |  
                                | S1 | 118-230 | 118-130 |  |